Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451389.8726 | 291256.0467 | 160133.826 | 288899.2025 | -136626.1943 | 425525.3968 |
Total P&L (%) | 451.3899 | 291.256 | 160.1338 | 288.8992 | -136.6262 | 425.5254 |
Avg Daily Profit (%) | 0.248 | 0.16 | 0.088 | 0.0747 | 0 | 0.0912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157243 | -108673 | -68671 | -2075598 | -1362683 | -1104875 |
Profit Factor | 1.7693 | 2.0253 | 1.5291 | 1.0548 | 0.9462 | 1.1556 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 52.809 | 51.1111 | 54.5455 | 52.809 | 51.1111 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.5811 | 1.9373 | 1.2742 | 0.9426 | 0.9051 | 0.963 |
Largest Winning Trade | 123162 | 123162 | 70779 | 489100 | 370074 | 489100 |
Largest Losing Trade | -59616 | -27498 | -59616 | -710703 | -489902 | -710703 |
Avg Bars in Trades | 75 | 47 | 105 | 75 | 47 | 105 |
Avg Bars in Winners | 100 | 51 | 147 | 100 | 51 | 147 |
Avg Bars in Losers | 48 | 42 | 54 | 48 | 42 | 54 |
Bars Traded | 6758 | 2134 | 4624 | 6758 | 2134 | 4624 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431578 | 408188 | -73360 | -254614 | -580567 | -121588 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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